Outlook 2003 – minimised to system tray

I selected the option ‘hide when minimised’, thinking it was a great idea and it was for a while. Now when I close Outlook, the icon in the system tray is still visible and if my VPN connection is still connected, email notifications happen as if Outlook is still open. When I right click on the Outlook icon in the system tray and select ‘open outlook’ nothing happens. When I look in the task manager, OUTLOOK.EXE is still present and I have to end the process or log off to shut outlook down. Any ideas on how I can fix this annoying problem?